Are you running the game as administrator? If not, try that and see if it helps. If so, then perhaps install to a location other than c:\Program Files\
I am running the game in administrator mode and I installed the game in my D: drive not C:\Program Files\whatever and the problem still occurs. If I make an ironman hero and finish the game I can level him up, and then I cannot select him as if he were dead or deleted. In fact, I don't even have to play a game for this glitch to happen. If I create an ironman hero in Campaign or Skirmish, then go back to the menu and try to continue the campaign or start a new skirmish it will show like the hero wasn't created (this does not happen with other types of heroes).
When I was a kid I loved playing with ironman heroes and this is one of the big reasons I got this game on GoG, I looked all over the internet for a possible solution to this and nothing has come up, I really
hope somebody here can help me.
Well, someone will be able to help you, as this is a supported game, so I think your best path here is to log a support request.
I'm afraid WBC2 is the one I don't own on GOG, as I already have the box copy, otherwise I'd try and reproduce this bug. What OS are you running? Hopefully someone with a similar setup will be around to try this out and see if it's a general bug (I don't think many people use Ironman mode because it's such a scary concept, so it may be affecting everyone).
My guess is that there's either a file missing that's needed, or a file that cannot be created or written to (admin permissions should have overridden that). You could try removing the read-only flag from all files. It's not likely to damage anything (though it's always wise to backup first). Just right click on the root folder and select "Properties", uncheck the read-only box, then click OK, then select "apply to all files and subfolders".